Ubs International Mutual Fund Forecast - Naive Prediction

BNIEX Fund  USD 13.00  0.13  1.01%   
Ubs Mutual Fund outlook is based on your current time horizon.
The relative strength index (RSI) of Ubs International's mutual fund price is slightly above 61 suggesting that the mutual fund is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Ubs, making its price go up or down.

Momentum 61

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Ubs International's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Ubs International Sustainable, which may create opportunities for some arbitrage if properly timed.
Using Ubs International hype-based prediction, you can estimate the value of Ubs International Sustainable from the perspective of Ubs International response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Ubs International Sustainable on the next trading day is expected to be 12.97 with a mean absolute deviation of 0.09 and the sum of the absolute errors of 5.44.

Ubs International after-hype prediction price

    
  USD 0.0  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Ubs International to cross-verify your projections.

Ubs International Additional Predictive Modules

Most predictive techniques to examine Ubs price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Ubs using various technical indicators. When you analyze Ubs charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
A naive forecasting model for Ubs International is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Ubs International Sustainable value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Ubs International Naive Prediction Price Forecast For the 27th of January

Given 90 days horizon, the Naive Prediction forecasted value of Ubs International Sustainable on the next trading day is expected to be 12.97 with a mean absolute deviation of 0.09, mean absolute percentage error of 0.01, and the sum of the absolute errors of 5.44.
Please note that although there have been many attempts to predict Ubs Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Ubs International's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Ubs International Mutual Fund Forecast Pattern

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Ubs International Forecasted Value

In the context of forecasting Ubs International's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Ubs International's downside and upside margins for the forecasting period are 12.22 and 13.73, respectively. We have considered Ubs International's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
13.00
12.97
Expected Value
13.73
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Ubs International mutual fund data series using in forecasting. Note that when a statistical model is used to represent Ubs International mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria113.8678
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0892
MAPEMean absolute percentage error0.0072
SAESum of the absolute errors5.441
This model is not at all useful as a medium-long range forecasting tool of Ubs International Sustainable. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Ubs International. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Ubs International

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Ubs International. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ubs International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
0.000.000.75
Details
Intrinsic
Valuation
LowRealHigh
0.000.000.75
Details
Bollinger
Band Projection (param)
LowMiddleHigh
12.5012.7913.07
Details

Ubs International After-Hype Price Density Analysis

As far as predicting the price of Ubs International at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Ubs International or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Ubs International, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Ubs International Estimiated After-Hype Price Volatility

In the context of predicting Ubs International's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Ubs International's historical news coverage. Ubs International's after-hype downside and upside margins for the prediction period are 0.00 and 0.75, respectively. We have considered Ubs International's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
13.00
0.00
After-hype Price
0.75
Upside
Ubs International is out of control at this time. Analysis and calculation of next after-hype price of Ubs International is based on 3 months time horizon.

Ubs International Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Ubs International is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Ubs International backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Ubs International, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.11 
0.75
  0.39 
  0.41 
5 Events / Month
1 Events / Month
In about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
13.00
0.00
0.00 
21.07  
Notes

Ubs International Hype Timeline

Ubs International is currently traded for 13.00. The entity has historical hype elasticity of -0.39, and average elasticity to hype of competition of 0.41. Ubs is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 21.07%. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is currently at 0.11%. %. The volatility of related hype on Ubs International is about 20.14%, with the expected price after the next announcement by competition of 13.41. The company has price-to-book (P/B) ratio of 1.51. Some equities with similar Price to Book (P/B) outperform the market in the long run. Ubs International last dividend was issued on the 19th of December 2019. Assuming the 90 days horizon the next forecasted press release will be in about 5 days.
Check out Historical Fundamental Analysis of Ubs International to cross-verify your projections.

Ubs International Related Hype Analysis

Having access to credible news sources related to Ubs International's direct competition is more important than ever and may enhance your ability to predict Ubs International's future price movements. Getting to know how Ubs International's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Ubs International may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Ubs International

For every potential investor in Ubs, whether a beginner or expert, Ubs International's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Ubs Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Ubs. Basic forecasting techniques help filter out the noise by identifying Ubs International's price trends.

Ubs International Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Ubs International mutual fund to make a market-neutral strategy. Peer analysis of Ubs International could also be used in its relative valuation, which is a method of valuing Ubs International by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Ubs International Market Strength Events

Market strength indicators help investors to evaluate how Ubs International mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ubs International shares will generate the highest return on investment. By undertsting and applying Ubs International mutual fund market strength indicators, traders can identify Ubs International Sustainable entry and exit signals to maximize returns.

Ubs International Risk Indicators

The analysis of Ubs International's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Ubs International's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting ubs mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Story Coverage note for Ubs International

The number of cover stories for Ubs International depends on current market conditions and Ubs International's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Ubs International is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Ubs International's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

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Other Information on Investing in Ubs Mutual Fund

Ubs International financial ratios help investors to determine whether Ubs Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ubs with respect to the benefits of owning Ubs International security.
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